ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 23-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2008 |
23-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
114-080 |
115-060 |
0-300 |
0.8% |
113-050 |
| High |
115-110 |
115-310 |
0-200 |
0.5% |
113-050 |
| Low |
114-060 |
114-220 |
0-160 |
0.4% |
111-125 |
| Close |
115-080 |
115-270 |
0-190 |
0.5% |
111-295 |
| Range |
1-050 |
1-090 |
0-040 |
10.8% |
1-245 |
| ATR |
1-183 |
1-176 |
-0-007 |
-1.3% |
0-000 |
| Volume |
588,416 |
575,139 |
-13,277 |
-2.3% |
2,639,853 |
|
| Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-110 |
118-280 |
116-176 |
|
| R3 |
118-020 |
117-190 |
116-063 |
|
| R2 |
116-250 |
116-250 |
116-025 |
|
| R1 |
116-100 |
116-100 |
115-308 |
116-175 |
| PP |
115-160 |
115-160 |
115-160 |
115-198 |
| S1 |
115-010 |
115-010 |
115-232 |
115-085 |
| S2 |
114-070 |
114-070 |
115-195 |
|
| S3 |
112-300 |
113-240 |
115-157 |
|
| S4 |
111-210 |
112-150 |
115-044 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-145 |
116-145 |
112-286 |
|
| R3 |
115-220 |
114-220 |
112-130 |
|
| R2 |
113-295 |
113-295 |
112-079 |
|
| R1 |
112-295 |
112-295 |
112-027 |
112-172 |
| PP |
112-050 |
112-050 |
112-050 |
111-309 |
| S1 |
111-050 |
111-050 |
111-243 |
110-248 |
| S2 |
110-125 |
110-125 |
111-191 |
|
| S3 |
108-200 |
109-125 |
111-140 |
|
| S4 |
106-275 |
107-200 |
110-304 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-310 |
111-150 |
4-160 |
3.9% |
1-134 |
1.2% |
97% |
True |
False |
582,115 |
| 10 |
115-310 |
111-125 |
4-185 |
4.0% |
1-128 |
1.2% |
97% |
True |
False |
564,044 |
| 20 |
118-020 |
111-125 |
6-215 |
5.8% |
1-213 |
1.4% |
67% |
False |
False |
718,657 |
| 40 |
119-115 |
111-125 |
7-310 |
6.9% |
1-156 |
1.3% |
56% |
False |
False |
895,300 |
| 60 |
119-115 |
111-125 |
7-310 |
6.9% |
1-078 |
1.1% |
56% |
False |
False |
618,417 |
| 80 |
119-115 |
111-125 |
7-310 |
6.9% |
1-046 |
1.0% |
56% |
False |
False |
464,252 |
| 100 |
119-115 |
109-270 |
9-165 |
8.2% |
0-315 |
0.8% |
63% |
False |
False |
371,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-132 |
|
2.618 |
119-103 |
|
1.618 |
118-013 |
|
1.000 |
117-080 |
|
0.618 |
116-243 |
|
HIGH |
115-310 |
|
0.618 |
115-153 |
|
0.500 |
115-105 |
|
0.382 |
115-057 |
|
LOW |
114-220 |
|
0.618 |
113-287 |
|
1.000 |
113-130 |
|
1.618 |
112-197 |
|
2.618 |
111-107 |
|
4.250 |
109-078 |
|
|
| Fisher Pivots for day following 23-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-215 |
115-127 |
| PP |
115-160 |
114-303 |
| S1 |
115-105 |
114-160 |
|